Miscellanea. Representations of Levy processes without Gaussian components
短论：无高斯成分的 Lévy 过程表示
We consider Lévy processes without Gaussian components, known as pure jump processes, with a view to simulating such a process in order to implement full Bayesian nonparametric analyses involving the modelling of continuous time stochastic processes. In particular, from practical and theoretical perspectives, we investigate a recent representation of Wolpert & Ickstadt (1998).